Package org.ssclab.pl.milp
Class MILP
- java.lang.Object
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- org.ssclab.pl.milp.MILP
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- All Implemented Interfaces:
FormatTypeInput
public final class MILP extends java.lang.Object implements FormatTypeInput
This class allows executing and solving formulations of mixed integer linear programming problems, binary or semicontinuous. The method used for solving such optimization problems is the simplex method combined with the Branch and Bound method.- Version:
- 4.0
- Author:
- Stefano Scarioli
- See Also:
- SSC Software www.sscLab.org
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Nested Class Summary
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Nested classes/interfaces inherited from interface org.ssclab.pl.milp.FormatTypeInput
FormatTypeInput.FormatType
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Field Summary
Fields Modifier and Type Field Description static double
NaN
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Constructor Summary
Constructors Constructor Description MILP(java.lang.String path)
Constructor of a MILP object for solving problems formulated in inequality format contained in an external file.MILP(java.util.ArrayList<java.lang.String> inequality)
Constructor of a MILP object for solving problems formulated in inequality format contained in an ArrayList of Strings.MILP(LinearObjectiveFunction fo, java.util.ArrayList<Constraint> constraints)
Constructor of a MILP object for solving problems expressed in matrix format.MILP(org.ssclab.ref.Input input)
Constructor of a MILP object for solving problems expressed in coefficient format.MILP(org.ssclab.ref.Input input, org.ssclab.context.Session session)
Constructor of a MILP object for solving problems expressed in coefficient format.MILP(org.ssclab.ref.Input input_sparse, org.ssclab.context.Session session, FormatTypeInput.FormatType format)
Constructor of a MILP object for solving problems expressed in either sparse or coefficient format.MILP(org.ssclab.ref.Input input_sparse, FormatTypeInput.FormatType format)
Constructor of a MILP object for solving problems expressed in sparse or coefficient format.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description int
getNumMaxIterationForSingleSimplex()
int
getNumMaxSimplexs()
Solution
getRelaxedSolution()
This method returns the solution of the problem by removing the integer constraints (relaxed solution).Solution
getSolution()
This method returns, if it exists, the optimal integer, mixed-integer, or binary solution.MILPThreadsNumber
getThreadNumber()
double[]
getValuesSolution()
If the problem has an optimal solution, this method returns that optimal solution in the form of an array with the values of the variables.boolean
isJustTakeFeasibleSolution()
SolutionType
resolve()
Executes the Branch and Bound algorithm.void
setCEpsilon(EPSILON cepsilon)
This method allows setting the epsilon value relative to the tolerance for determining if an optimal solution of phase 1 of the simplex is close to or equal to zero and thus gives rise to feasible solutions for the problem.void
setEpsilon(EPSILON epsilon)
This method allows setting the epsilon value relative to the tolerance that intervenes in various aspects of the simplex.void
setIEpsilon(EPSILON iepsilon)
This method allows setting the epsilon value relative to the tolerance for determining if a number should be considered integer or not.void
setJustTakeFeasibleSolution(boolean isJustTakeFeasibleSolution)
Setting it to true allows interrupting the Branch and Bound in order to determine not an optimal solution but only a feasible solution to the problem.void
setNumMaxIterationForSingleSimplex(int num_max_iteration)
Method to set the number of iterations for each individual simplex.void
setNumMaxSimplexs(int num_max_simplex)
Method to set the maximum number of simplexes.void
setThreadNumber(MILPThreadsNumber lthreadNumber)
This method allows setting the number of threads to use for executing the Branch and Bound.
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Constructor Detail
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MILP
public MILP(java.util.ArrayList<java.lang.String> inequality) throws java.lang.Exception
Constructor of a MILP object for solving problems formulated in inequality format contained in an ArrayList of Strings.- Parameters:
inequality
- The ArrayList with the problem- Throws:
java.lang.Exception
- if the ArrayList is null or empty
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MILP
public MILP(java.lang.String path) throws java.lang.Exception
Constructor of a MILP object for solving problems formulated in inequality format contained in an external file.- Parameters:
path
- Path of the file containing the problem in inequality format- Throws:
java.lang.Exception
- if the problem is not correctly formulated
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MILP
public MILP(LinearObjectiveFunction fo, java.util.ArrayList<Constraint> constraints) throws java.lang.Exception
Constructor of a MILP object for solving problems expressed in matrix format.- Parameters:
fo
- A LinearObjectiveFunction object representing the objective functionconstraints
- The list of constraints- Throws:
java.lang.Exception
- An exception is thrown if the problem is not correctly formulated
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MILP
public MILP(org.ssclab.ref.Input input) throws java.lang.Exception
Constructor of a MILP object for solving problems expressed in coefficient format.- Parameters:
input
- The problem formulated in coefficient format- Throws:
java.lang.Exception
- An exception is thrown if the problem is not formulated correctly
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MILP
public MILP(org.ssclab.ref.Input input, org.ssclab.context.Session session) throws java.lang.Exception
Constructor of a MILP object for solving problems expressed in coefficient format.- Parameters:
input
- The problem formulated in coefficient formatsession
- An SSC working session- Throws:
java.lang.Exception
- An exception is thrown if the problem is not formulated correctly
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MILP
public MILP(org.ssclab.ref.Input input_sparse, org.ssclab.context.Session session, FormatTypeInput.FormatType format) throws java.lang.Exception
Constructor of a MILP object for solving problems expressed in either sparse or coefficient format.- Parameters:
input_sparse
- The problem formulated in sparse or coefficient formatsession
- An SSC working sessionformat
- The type of format used (FormatType.SPARSE or FormatType.COEFF)- Throws:
java.lang.Exception
- An exception is thrown if the problem is not formulated correctly
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MILP
public MILP(org.ssclab.ref.Input input_sparse, FormatTypeInput.FormatType format) throws java.lang.Exception
Constructor of a MILP object for solving problems expressed in sparse or coefficient format.- Parameters:
input_sparse
- The problem formulated in sparse formatformat
- The type of format used (FormatType.SPARSE or FormatType.COEFF)- Throws:
java.lang.Exception
- An exception is thrown if the problem is not formulated correctly
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Method Detail
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getNumMaxIterationForSingleSimplex
public int getNumMaxIterationForSingleSimplex()
- Returns:
- the maximum number of iterations that each simplex can execute
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setNumMaxIterationForSingleSimplex
public void setNumMaxIterationForSingleSimplex(int num_max_iteration) throws org.ssclab.pl.milp.simplex.SimplexException
Method to set the number of iterations for each individual simplex.- Parameters:
num_max_iteration
- The maximum number of iterations that each simplex can execute- Throws:
org.ssclab.pl.milp.simplex.SimplexException
- If an error occurs during the process
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getNumMaxSimplexs
public int getNumMaxSimplexs()
- Returns:
- the maximum number of simplexes executable in the Branch and Bound procedure
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setNumMaxSimplexs
public void setNumMaxSimplexs(int num_max_simplex)
Method to set the maximum number of simplexes.- Parameters:
num_max_simplex
- the maximum number of simplexes executable in the Branch and Bound procedure
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setEpsilon
public void setEpsilon(EPSILON epsilon)
This method allows setting the epsilon value relative to the tolerance that intervenes in various aspects of the simplex. It is used in the following cases:
1) During phase one, both in determining the entering variable and in determining the exiting variable with or without the Bland rule. Also to determine if the base is degenerate. It is also used at the end of phase one: if there is an auxiliary variable in the base, epsilon is used to determine if it is possible to eliminate the rows and columns of these on the extended table.
2) During phase two, both in determining the entering variable and in determining the exiting variable with or without the Bland rule. Also to determine if the base is degenerate.- Parameters:
epsilon
- Tolerance used in various phases of the simplex. Default value 1E-10
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setCEpsilon
public void setCEpsilon(EPSILON cepsilon)
This method allows setting the epsilon value relative to the tolerance for determining if an optimal solution of phase 1 of the simplex is close to or equal to zero and thus gives rise to feasible solutions for the problem.- Parameters:
cepsilon
- Tolerance of phase 1 solution with respect to zero. Default value 1E-8
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setIEpsilon
public void setIEpsilon(EPSILON iepsilon)
This method allows setting the epsilon value relative to the tolerance for determining if a number should be considered integer or not. This check occurs when at the end of the simplex the solution found is evaluated to satisfy the integer condition on the variables that must be integers. Let x be a number and Int(x) the nearest integer to x, if | Int(x) - x | < epsilon -> x ∈ ℤ- Parameters:
iepsilon
- Tolerance to consider a number as integer. Default value 1E-10
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resolve
public SolutionType resolve() throws java.lang.Exception
Executes the Branch and Bound algorithm.- Returns:
- The type of solution found
- Throws:
java.lang.Exception
- If the execution process generates an error
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getRelaxedSolution
public Solution getRelaxedSolution()
This method returns the solution of the problem by removing the integer constraints (relaxed solution). If there are binary variables, only the constraint from assuming integer values is removed, but the binary variable still has the constraint of being between zero and one.- Returns:
- returns the relaxed solution, i.e., the solution of the problem without integer constraints.
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getSolution
public Solution getSolution()
This method returns, if it exists, the optimal integer, mixed-integer, or binary solution.- Returns:
- the optimal integer, mixed-integer, or binary solution
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getValuesSolution
public double[] getValuesSolution() throws org.ssclab.pl.milp.simplex.SimplexException
If the problem has an optimal solution, this method returns that optimal solution in the form of an array with the values of the variables.- Returns:
- The optimal solution of the problem as an array of values
- Throws:
org.ssclab.pl.milp.simplex.SimplexException
- If the optimal solution is not present
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getThreadNumber
public MILPThreadsNumber getThreadNumber()
- Returns:
- the number of threads set for solving the problem
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setThreadNumber
public void setThreadNumber(MILPThreadsNumber lthreadNumber)
This method allows setting the number of threads to use for executing the Branch and Bound.- Parameters:
lthreadNumber
- Enumeration for setting the number of Threads
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isJustTakeFeasibleSolution
public boolean isJustTakeFeasibleSolution()
- Returns:
- true if the mode of returning a feasible solution instead of an optimal one is set
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setJustTakeFeasibleSolution
public void setJustTakeFeasibleSolution(boolean isJustTakeFeasibleSolution)
Setting it to true allows interrupting the Branch and Bound in order to determine not an optimal solution but only a feasible solution to the problem.- Parameters:
isJustTakeFeasibleSolution
- true to interrupt the Branch and Bound and obtain only a feasible solution.
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